Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Stability of fluid flow past a membrane

The stability of fluid flow past a membrane of infinitesimal thickness is analysed in the limit of zero Reynolds number using linear and weakly nonlinear analyses. The system consists of two Newtonian fluids of thickness R* and H R*, separated by an infinitesimally thick membrane, which is flat in the unperturbed state. The dynamics of the membrane is described by its normal displacement from the flat state, as well as a surface displacement field which provides the displacement of material points from their steady-state positions due to the tangential stress exerted by the fluid flow. The surface stress in the membrane (force per unit length) contains an elastic component proportional to the strain along the surface of the membrane, and a viscous component proportional to the strain rate. The linear analysis reveals that the fluctuations become unstable in the long-wave (alpha --> 0) limit when the non-dimensional strain rate in the fluid exceeds a critical value Lambda(t), and this critical value increases proportional to alpha(2) in this limit. Here, alpha is the dimensionless wavenumber of the perturbations scaled by the inverse of the fluid thickness R*(-1), and the dimensionless strain rate is given by Lambda(t) = ((gamma) over dot* R*eta*/Gamma*), where eta* is the fluid viscosity, Gamma* is the tension of the membrane and (gamma) over dot* is the strain rate in the fluid. The weakly nonlinear stability analysis shows that perturbations are supercritically stable in the alpha --> 0 limit.

Time dependent deformations in concrete: A multi-scale approach

Estimation of creep and shrinkage are critical in order to compute loss of prestress with time in order to compute leak tightness and assess safety margins available in containment structures of nuclear power plants. Short-term creep and shrinkage experiments have been conducted using in-house test facilities developed specifically for the present research program on 35 and 45 MPa normal concrete and 25 MPa heavy density concrete. The extensive experimental program for creep, has cylinders subject to sustained levels of load typically for several days duration (till negligible strain increase with time is observed in the creep specimen), to provide the total creep strain versus time curves for the two normal density concrete grades and one heavy density concrete grade at different load levels, different ages at loading, and at different relative humidity’s. Shrinkage studies on prism specimen for concrete of the same mix grades are also being studied. In the first instance, creep and shrinkage prediction models reported in the literature has been used to predict the creep and shrinkage levels in subsequent experimental data with acceptable accuracy. While macro-scale short experiments and analytical model development to estimate time dependent deformation under sustained loads over long term, accounting for the composite rheology through the influence of parameters such as the characteristic strength, age of concrete at loading, relative humidity, temperature, mix proportion (cement: fine aggregate: coarse aggregate: water) and volume to surface ratio and the associated uncertainties in these variables form one part of the study, it is widely believed that strength, early age rheology, creep and shrinkage are affected by the material properties at the nano-scale that are not well established. In order to understand and improve cement and concrete properties, investigation of the nanostructure of the composite and how it relates to the local mechanical properties is being undertaken. While results of creep and shrinkage obtained at macro-scale and their predictions through rheological modeling are satisfactory, the nano and micro indenting experimental and analytical studies are presently underway. Computational mechanics based models for creep and shrinkage in concrete must necessarily account for numerous parameters that impact their short and long term response. A Kelvin type model with several elements representing the influence of various factors that impact the behaviour is under development. The immediate short term deformation (elastic response), effects of relative humidity and temperature, volume to surface ratio, water cement ratio and aggregate cement ratio, load levels and age of concrete at loading are parameters accounted for in this model. Inputs to this model, such as the pore structure and mechanical properties at micro/nano scale have been taken from scanning electron microscopy and micro/nano-indenting of the sample specimen.

Computational and experimental studies of fluid flow and heat transfer in a Calandria based reactor

CFD investigations are carried out to study the heat flux and temperature distribution in the calandria using a 3–Dimensional RANS code. Internal flow computations and experimental studies are carried out for a calandria embedded with a matrix of tubes working together as a reactor. Numerical investigations are carried on the Calandria reactor vessel with horizontal inlets and outlets located on top and the bottom to study the flow pattern and the associated temperature distribution. The computations have been carried out to simulate fluid flow and convective heat transfer for assigned near–to working conditions with different moderator injection rates and reacting heat fluxes. The results of computations provide an estimate of the tolerance bands for safe working limits for the heat dissipation at different working conditions by virtue of prediction of the hot spots in the calandria. The isothermal CFD results are validated by a set of experiments on a specially designed scaled model conducted over a range of flows and simulation parameters. The comparison of CFD results with experiments show good agreement.

Electrochemical phase formation. Time-dependent nucleation and growth rates

The theory of phase formation is generalised for any arbitrary time dependence of nucleation and growth rates. Some sources of this time dependence are time-dependent potential inputs, ohmic drop and the ingestion effect. Particular cases, such as potentiostatic and, especially, linear potential sweep, are worked out for the two limiting cases of nucleation, namely instantaneous and progressive. The ohmic drop is discussed and a procedure for this correction is indicated. Recent results of Angerstein-Kozlowska, Conway and Klinger are critically investigated. Several earlier results are deduced as special cases. Evans' overlap formula is generalised for the time-dependent case and the equivalence between Avrami's and Evans' equations established.

Simulation of RNA silencing pathway for time-dependent transgene transcription rate

The synthesis of dsRNA is analyzed using a pathway model with amplifications caused by the aberrant RNAs. The transgene influx rate is assumed time-decaying considering the fact that the number of transgenes can not be infinite. The dynamics of the transgene induced RNA silencing is investigated using a system of coupled nonautonomous ordinary nonlinear differential equations which describe the model phenomenologically. The silencing phenomena are detected after a period of transcription. Important contributions of certain parameters are discussed with several numerical examples.

Time-dependent transitions with time-space noncommutativity and its implications in quantum optics

We study the time-dependent transitions of a quantum-forced harmonic oscillator in noncommutative R(1,1) perturbatively to linear order in the noncommutativity theta. We show that the Poisson distribution gets modified, and that the vacuum state evolves into a `squeezed' state rather than a coherent state. The time evolutions of uncertainties in position and momentum in vacuum are also studied and imply interesting consequences for modeling nonlinear phenomena in quantum optics.

Effect of dimerization on dynamics of spin-charge separation in Pariser-Parr-Pople model: A time-dependent density matrix renormalization group study

We investigate the effect of static electron-phonon coupling on real-time dynamics of spin and charge transport in pi-conjugated polyene chains. The polyene chain is modeled by the Pariser-Parr-Pople Hamiltonian with dimerized nearest-neighbor parameter t(0)(1 + delta) for short bonds and t(0)(1 - delta) for long bonds, and long-range electron-electron interactions. We follow the time evolution of the spin and charge using time-dependent density matrix renormalization group technique when a hole is injected at one end of the chain in its ground state. We find that spin and charge dynamics followed through spin and charge velocities depend both on chain length and extent of dimerization delta. Analysis of the results requires focusing on physical quantities such as average spin and charge polarizations, particularly in the large dimerization limit. In the dimerization range 0.0 <= delta <= 0.15, spin-charge dynamics is found to have a well-defined behavior, with spin-charge separation (measured as the ratio of charge velocity to spin velocity) as well as the total amount of charge and spin transported in a given time along the chain decreasing as dimerization increases. However, in the range 0.3 <= delta <= 0.5, it is observed that the dynamics of spin and charge transport becomes complicated. It is observed that, for large delta values, spin-charge separation is suppressed and the injected hole fails to travel the entire length of the chain.

Time-Dependent Predominance of Nonhomologous DNA End-Joining Pathways during Embryonic Development in Mice

Repair of DNA double-strand breaks (DSBs) is crucial for maintaining genomic integrity during the successful development of a fertilized egg into a whole organism. To date, the mechanism of DSB repair in postimplantation embryos has been largely unknown. In the present study, using a cell-free repair system derived from the different embryonic stages of mice, we find that canonical nonhomologous end joining (NHEJ), one of the major DSB repair pathways in mammals, is predominant at 14.5 day of embryonic development. Interestingly, all four types of DSBs tested were repaired by ligase IV/XRCC4 and Ku-dependent classical NHEJ. Characterization of end-joined junctions and expression studies further showed evidences for canonical NHEJ. Strikingly, in contrast to the above, we observed noncanonical end joining accompanied by DSB resection, dependent on microhomology and ligase III in 18.5-day embryos. Interestingly, we observed an elevated expression of CtIP, MRE11, and NBS1 at this stage, suggesting that it could act as a switch between classical end joining and microhomology-mediated end joining at later stages of embryonic development. Thus, our results establish for the first time the existence of both canonical and alternative NHEJ pathways during the postimplantation stages of mammalian embryonic development. (C) 2012 Elsevier Ltd. All rights reserved.

Increased time-dependent room temperature plasticity in metallic glass nanopillars and its size-dependency

Room temperature, uniaxial compression creep experiments were performed on micro-/nano-sized pillars (having diameters in the range of 250-2000 nm) of a Zr-based bulk metallic glass (BMG) to investigate the influence of sample size on the time-dependent plastic deformation behavior in amorphous alloys. Experimental results reveal that plastic deformation indeed occurs at ambient temperature and at stresses that are well below the nominal quasi-static yield stress. At a given stress, higher total strains accrue in the smaller specimens. In all cases, plastic deformation was found to be devoid of shear bands, i.e., it occurs in homogeneous manner. The stress exponent obtained from the slope of the linear relation between strain rate and applied stress also shows a strong size effect, which is rationalized in terms of the amount of free volume created during deformation and the surface-to-volume ratio of the pillar. (C) 2012 Elsevier Ltd. All rights reserved.

Optimal control problem for the time-dependent Kirchhoff-Love plate in a domain with rough boundary

In this paper, we study the asymptotic behavior of an optimal control problem for the time-dependent Kirchhoff-Love plate whose middle surface has a very rough boundary. We identify the limit problem which is an optimal control problem for the limit equation with a different cost functional.

Time dependent superhydrophobicity of drag reducing surfaces

Air can be trapped on the crevices of specially textured hydrophobic surfaces immersed in water. This heterogenous state of wetting in which the water is in contact with both the solid surface and the entrapped air is not stable. Diffusion of air into the surrounding water leads to gradual reduction in the size and numbers of the air bubbles. The sustainability of the entrapped air on such surfaces is important for many underwater applications in which the surfaces have to remain submersed for longer time periods. In this paper we explore the suitability of different classes of surface textures towards the drag reduction application by evaluating the time required for the disappearance of the air bubbles under hydrostatic conditions. Different repetitive textures consisting of holes, pillars and ridges of different sizes have been generated in silicon, aluminium and brass by isotropic etching, wire EDM and chemical etching respectively. These surfaces were rendered hydrophobic with self-assembled layer of fluorooctyl trichlorosilane for silicon and aluminium surfaces and 1-dodecanethiol for brass surfaces. Using total internal reflection the air bubbles are visualized with the help of a microscope and time lapse photography. Irrespective of the texture, both the size and the number of air pockets were found to decrease with time gradually and eventually disappear. In an attempt to reverse the diffusion we explore the possibility of using electrolysis to generate gases at the textured surfaces. The gas bubbles are nucleated everywhere on the surface and as they grow they coalesce with each other and get pinned at the texture edges.